[R] GARCH IN THE MEAN Model in R

Dear All, Sorry to bother. I'd like to estimate GARCH-M( GARCH IN THE MEAN) model. And find that a package called rgarch could help. But I always can't instal rgarch package successfully. I posted my problems and got some suggestions but still failed. Does any one knows other method that could do G

Re: [R] Garch in the mean

On Mon, Jun 21, 2010 at 3:48 PM, Aaron Plavnick/MSINVESTORS wrote: > I was wondering if anyone knew how to fit a series using a Garch-M (Garch > in the mean) model. From what I gathered from the documentation, it does > Perhaps rgarch [1]? Also, you might get better help if you were posting to r-s

[R] Garch in the mean

Hello, I was wondering if anyone knew how to fit a series using a Garch-M (Garch in the mean) model. From what I gathered from the documentation, it does not seem to be implemented in either fGarch, fSeries, or tSeries. Perhaps there is an option that allows this functionality. Otherwise, if i